What Drives Short Rate Dynamics? A Functional Gradient Descent Approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Audrino, Francesco |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 39.2012, 3, p. 315-336
|